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具有高斯过程的隐力模型

Latent Force Models with Gaussian Processes
课程网址: http://videolectures.net/bark08_lawrence_lfmwgp/  
主讲教师: Neil D. Lawrence
开课单位: 谢菲尔德大学
开课时间: 2008-10-09
课程语种: 英语
中文简介:
我们习惯于处理我们有一个潜在变量的情况。通常我们假设这个潜在变量独立于分布,例如概率PCA或因子分析。这种简化通常适用于使用可追踪的马尔可夫独立性假设(如卡尔曼滤波器或隐马尔可夫模型)的时间数据。在本文中,我们将考虑更一般的情况,即潜在变量是微分方程模型中的强迫函数。我们将展示如何对一些简单的常微分方程,潜在变量可以分析地处理特定的高斯过程先于潜在的力量。在本文中,我们将介绍系统生物学预览扩展的一般框架和结果。与Magnus Rattray、Mauricio Alvarez、Pei Gao、Antti Honkela、David Luengo、Guido Sanguinetti和Michalis Titsias合作。
课程简介: We are used to dealing with the situation where we have a latent variable. Often we assume this latent variable to be independently drawn from a distribution, e.g. probabilistic PCA or factor analysis. This simplification is often extended for temporal data where tractable Markovian independence assumptions are used (e.g. Kalman filters or hidden Markov models). In this talk we will consider the more general case where the latent variable is a forcing function in a differential equation model. We will show how for some simple ordinary differential equations the latent variable can be dealt with analytically for particular Gaussian process priors over the latent force. In this talk we will introduce the general framework, present results in systems biology preview extensions. Joint work with Magnus Rattray, Mauricio Alvarez, Pei Gao, Antti Honkela, David Luengo, Guido Sanguinetti and Michalis Titsias.
关 键 词: 计算机科学; 机器学习; 高斯过程
课程来源: 视频讲座网
最后编审: 2019-12-17:lxf
阅读次数: 46